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69<h1>pmsmCRB Class Reference</h1><!-- doxytag: class="pmsmCRB" --><!-- doxytag: inherits="bdm::EKFCh" -->This class behaves like BM but it is evaluating EKF. 
70<a href="#_details">More...</a>
71<p>
72<code>#include &lt;<a class="el" href="pmsmDS_8h-source.html">pmsmDS.h</a>&gt;</code>
73<p>
74
75<p>
76<a href="classpmsmCRB-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
77<tr><td></td></tr>
78<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="81c85cc94deabb48f8fdd0a22e34aa14"></a><!-- doxytag: member="pmsmCRB::pmsmCRB" ref="81c85cc94deabb48f8fdd0a22e34aa14" args="()" -->
80&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classpmsmCRB.html#81c85cc94deabb48f8fdd0a22e34aa14">pmsmCRB</a> ()</td></tr>
81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">constructor <br></td></tr>
83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13749c201329922511369cdbe2f0f50a"></a><!-- doxytag: member="pmsmCRB::bayes" ref="13749c201329922511369cdbe2f0f50a" args="(const vec &amp;dt)" -->
84void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classpmsmCRB.html#13749c201329922511369cdbe2f0f50a">bayes</a> (const vec &amp;dt)</td></tr>
85
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b50294749e1be33687e852ea186815ad"></a><!-- doxytag: member="pmsmCRB::log_add" ref="b50294749e1be33687e852ea186815ad" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" -->
88void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classpmsmCRB.html#b50294749e1be33687e852ea186815ad">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L, const string &amp;name=&quot;&quot;)</td></tr>
89
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Add all logged variables to a logger. <br></td></tr>
91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="65b44068b6a0a8871820dc34e7806cf3"></a><!-- doxytag: member="pmsmCRB::logit" ref="65b44068b6a0a8871820dc34e7806cf3" args="(logger &amp;L)" -->
92void&nbsp;</td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L)</td></tr>
93
94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1d1d91400e3f177de9fe7962ea17adc4"></a><!-- doxytag: member="pmsmCRB::_copy_" ref="1d1d91400e3f177de9fe7962ea17adc4" args="() const " -->
95BM *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#1d1d91400e3f177de9fe7962ea17adc4">_copy_</a> () const </td></tr>
96
97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">copy constructor duplicated - calls different set_parameters <br></td></tr>
98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50f9fbffad721f35e5ccb75d0f6b842a"></a><!-- doxytag: member="pmsmCRB::set_parameters" ref="50f9fbffad721f35e5ccb75d0f6b842a" args="(diffbifn *pfxu, diffbifn *phxu, const chmat Q0, const chmat R0)" -->
99void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#50f9fbffad721f35e5ccb75d0f6b842a">set_parameters</a> (diffbifn *<a class="el" href="classbdm_1_1EKFCh.html#e1e895f994398a55bc425551fc275ba3">pfxu</a>, diffbifn *<a class="el" href="classbdm_1_1EKFCh.html#6b34c69641826322467b704e8252f317">phxu</a>, const <a class="el" href="classchmat.html">chmat</a> Q0, const <a class="el" href="classchmat.html">chmat</a> R0)</td></tr>
100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr>
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="20a4d4c664e8ac8a3f1bb7b0d11c6d87"></a><!-- doxytag: member="pmsmCRB::set_parameters" ref="20a4d4c664e8ac8a3f1bb7b0d11c6d87" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const chmat &amp;Q0, const chmat &amp;R0)" -->
103void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#20a4d4c664e8ac8a3f1bb7b0d11c6d87">set_parameters</a> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const <a class="el" href="classchmat.html">chmat</a> &amp;Q0, const <a class="el" href="classchmat.html">chmat</a> &amp;R0)</td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set parameters with check of relevance. <br></td></tr>
106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6e169272657ed101f3d128b49c59b890"></a><!-- doxytag: member="pmsmCRB::set_statistics" ref="6e169272657ed101f3d128b49c59b890" args="(const vec &amp;mu0, const chmat &amp;P0)" -->
107void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec &amp;mu0, const <a class="el" href="classchmat.html">chmat</a> &amp;P0)</td></tr>
108
109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9264fc6b173ecb803d2684b883f32c68"></a><!-- doxytag: member="pmsmCRB::set_est" ref="9264fc6b173ecb803d2684b883f32c68" args="(const vec &amp;mu0, const chmat &amp;P0)" -->
110void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#9264fc6b173ecb803d2684b883f32c68">set_est</a> (const vec &amp;mu0, const <a class="el" href="classchmat.html">chmat</a> &amp;P0)</td></tr>
111
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set estimate values, used e.g. in initialization. <br></td></tr>
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f75e487ff6c129d7012d702030f8c890"></a><!-- doxytag: member="pmsmCRB::posterior" ref="f75e487ff6c129d7012d702030f8c890" args="() const" -->
114const epdf &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#f75e487ff6c129d7012d702030f8c890">posterior</a> () const</td></tr>
115
116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c34989b1e53c7d4ecdaea63a95ddbd77"></a><!-- doxytag: member="pmsmCRB::_e" ref="c34989b1e53c7d4ecdaea63a95ddbd77" args="() const" -->
118const enorm&lt; <a class="el" href="classchmat.html">chmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const</td></tr>
119
120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c788ec6e6c6f5f5861ae8a56d8ede277"></a><!-- doxytag: member="pmsmCRB::__K" ref="c788ec6e6c6f5f5861ae8a56d8ede277" args="()" -->
121mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c788ec6e6c6f5f5861ae8a56d8ede277">__K</a> ()</td></tr>
122
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a250d1dbe7bba861dba2a324520cfa48"></a><!-- doxytag: member="pmsmCRB::_dP" ref="a250d1dbe7bba861dba2a324520cfa48" args="()" -->
125vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a250d1dbe7bba861dba2a324520cfa48">_dP</a> ()</td></tr>
126
127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
128<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="pmsmCRB::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
130virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr>
131
132<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
133<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr>
134
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="pmsmCRB::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
136vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr>
137
138<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
139<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="pmsmCRB::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
140virtual epdf *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr>
141
142<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_53.png">. <br></td></tr>
143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="pmsmCRB::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
144virtual mpdf *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
145
146<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr>
147<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="pmsmCRB::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
149const RV &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
150
151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="pmsmCRB::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
152void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const RV &amp;rv)</td></tr>
153
154<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="pmsmCRB::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
155void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const RV &amp;rv)</td></tr>
156
157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="pmsmCRB::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
158double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
159
160<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="pmsmCRB::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
161void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
162
163<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
164<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ccc81bff691ef51b9ab21d1bf600195"></a><!-- doxytag: member="pmsmCRB::interr" ref="9ccc81bff691ef51b9ab21d1bf600195" args="" -->
165vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>interr</b></td></tr>
166
167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="21c7ec383d159d113bd32f5475a04dfa"></a><!-- doxytag: member="pmsmCRB::old_true" ref="21c7ec383d159d113bd32f5475a04dfa" args="" -->
168vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>old_true</b></td></tr>
169
170<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b597a8f0bd4ce87563be3c806bad5034"></a><!-- doxytag: member="pmsmCRB::secder" ref="b597a8f0bd4ce87563be3c806bad5034" args="" -->
171vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>secder</b></td></tr>
172
173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bbc8a0e809ab5eece92a30b1ea8dce87"></a><!-- doxytag: member="pmsmCRB::L_CRB" ref="bbc8a0e809ab5eece92a30b1ea8dce87" args="" -->
174int&nbsp;</td><td class="memItemRight" valign="bottom"><b>L_CRB</b></td></tr>
175
176<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba766bb44518b23ec8c52eca99ad3bd1"></a><!-- doxytag: member="pmsmCRB::L_err" ref="ba766bb44518b23ec8c52eca99ad3bd1" args="" -->
177int&nbsp;</td><td class="memItemRight" valign="bottom"><b>L_err</b></td></tr>
178
179<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7ce7188a32b68d6d4543dee41e38a32d"></a><!-- doxytag: member="pmsmCRB::L_sec" ref="7ce7188a32b68d6d4543dee41e38a32d" args="" -->
180int&nbsp;</td><td class="memItemRight" valign="bottom"><b>L_sec</b></td></tr>
181
182<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e1e895f994398a55bc425551fc275ba3"></a><!-- doxytag: member="pmsmCRB::pfxu" ref="e1e895f994398a55bc425551fc275ba3" args="" -->
183diffbifn *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#e1e895f994398a55bc425551fc275ba3">pfxu</a></td></tr>
184
185<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Internal Model f(x,u). <br></td></tr>
186<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6b34c69641826322467b704e8252f317"></a><!-- doxytag: member="pmsmCRB::phxu" ref="6b34c69641826322467b704e8252f317" args="" -->
187diffbifn *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#6b34c69641826322467b704e8252f317">phxu</a></td></tr>
188
189<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation Model h(x,u). <br></td></tr>
190<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="48611c8582706cfa62e832be0972e75d"></a><!-- doxytag: member="pmsmCRB::preA" ref="48611c8582706cfa62e832be0972e75d" args="" -->
191mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#48611c8582706cfa62e832be0972e75d">preA</a></td></tr>
192
193<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pre array (triangular matrix) <br></td></tr>
194<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bcbd68f51d4b57246e7784ca5900171f"></a><!-- doxytag: member="pmsmCRB::postA" ref="bcbd68f51d4b57246e7784ca5900171f" args="" -->
195mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#bcbd68f51d4b57246e7784ca5900171f">postA</a></td></tr>
196
197<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">post array (triangular matrix) <br></td></tr>
198<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fe475a1e920b20b63bb342c0e1571f7"></a><!-- doxytag: member="pmsmCRB::rvy" ref="3fe475a1e920b20b63bb342c0e1571f7" args="" -->
199RV&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#3fe475a1e920b20b63bb342c0e1571f7">rvy</a></td></tr>
200
201<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Indetifier of output rv. <br></td></tr>
202<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="149e27424fd1a7cc1c998ea088618a94"></a><!-- doxytag: member="pmsmCRB::rvu" ref="149e27424fd1a7cc1c998ea088618a94" args="" -->
203RV&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#149e27424fd1a7cc1c998ea088618a94">rvu</a></td></tr>
204
205<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Indetifier of exogeneous rv. <br></td></tr>
206<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba7699cdb3b1382a54d3e28b9b7517fa"></a><!-- doxytag: member="pmsmCRB::dimx" ref="ba7699cdb3b1382a54d3e28b9b7517fa" args="" -->
207int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#ba7699cdb3b1382a54d3e28b9b7517fa">dimx</a></td></tr>
208
209<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br></td></tr>
210<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2c36ba01760bf207b985bf321b7817f"></a><!-- doxytag: member="pmsmCRB::dimy" ref="d2c36ba01760bf207b985bf321b7817f" args="" -->
211int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#d2c36ba01760bf207b985bf321b7817f">dimy</a></td></tr>
212
213<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br></td></tr>
214<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5136ef617f6ac0e426bea222755d92b"></a><!-- doxytag: member="pmsmCRB::dimu" ref="c5136ef617f6ac0e426bea222755d92b" args="" -->
215int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c5136ef617f6ac0e426bea222755d92b">dimu</a></td></tr>
216
217<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br></td></tr>
218<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a2072e2090c10fac74ad30a023a4ace"></a><!-- doxytag: member="pmsmCRB::A" ref="0a2072e2090c10fac74ad30a023a4ace" args="" -->
219mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#0a2072e2090c10fac74ad30a023a4ace">A</a></td></tr>
220
221<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br></td></tr>
222<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5977b2c81857948a35105f0e7840203c"></a><!-- doxytag: member="pmsmCRB::B" ref="5977b2c81857948a35105f0e7840203c" args="" -->
223mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#5977b2c81857948a35105f0e7840203c">B</a></td></tr>
224
225<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br></td></tr>
226<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="818eba63a23972786a4579ad30294177"></a><!-- doxytag: member="pmsmCRB::C" ref="818eba63a23972786a4579ad30294177" args="" -->
227mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#818eba63a23972786a4579ad30294177">C</a></td></tr>
228
229<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br></td></tr>
230<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b56ac423d0654b5755e4f852a870456"></a><!-- doxytag: member="pmsmCRB::D" ref="7b56ac423d0654b5755e4f852a870456" args="" -->
231mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#7b56ac423d0654b5755e4f852a870456">D</a></td></tr>
232
233<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br></td></tr>
234<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="70f8bf19e81b532c60fd3a7a152425ee"></a><!-- doxytag: member="pmsmCRB::Q" ref="70f8bf19e81b532c60fd3a7a152425ee" args="" -->
235<a class="el" href="classchmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee">Q</a></td></tr>
236
237<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr>
238<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="475b088287cdfbba4dc60a3d027728b7"></a><!-- doxytag: member="pmsmCRB::R" ref="475b088287cdfbba4dc60a3d027728b7" args="" -->
239<a class="el" href="classchmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#475b088287cdfbba4dc60a3d027728b7">R</a></td></tr>
240
241<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br></td></tr>
242<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="383f329ff18bbe219254c8b3b916f40d"></a><!-- doxytag: member="pmsmCRB::est" ref="383f329ff18bbe219254c8b3b916f40d" args="" -->
243enorm&lt; <a class="el" href="classchmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#383f329ff18bbe219254c8b3b916f40d">est</a></td></tr>
244
245<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density on $x_t$ <br></td></tr>
246<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba555c394c429f6831c9bbabfa2c944c"></a><!-- doxytag: member="pmsmCRB::fy" ref="ba555c394c429f6831c9bbabfa2c944c" args="" -->
247enorm&lt; <a class="el" href="classchmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#ba555c394c429f6831c9bbabfa2c944c">fy</a></td></tr>
248
249<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">preditive density on $y_t$ <br></td></tr>
250<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bd69dfb802465f22dd84d73a180d5c92"></a><!-- doxytag: member="pmsmCRB::_K" ref="bd69dfb802465f22dd84d73a180d5c92" args="" -->
251mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#bd69dfb802465f22dd84d73a180d5c92">_K</a></td></tr>
252
253<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">placeholder for Kalman gain <br></td></tr>
254<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c249d45258c8578b13858ad3e7b729b1"></a><!-- doxytag: member="pmsmCRB::_yp" ref="c249d45258c8578b13858ad3e7b729b1" args="" -->
255vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c249d45258c8578b13858ad3e7b729b1">_yp</a></td></tr>
256
257<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of fy.mu <br></td></tr>
258<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2dd268f2d7fbe6382cb8825a1114192a"></a><!-- doxytag: member="pmsmCRB::_Ry" ref="2dd268f2d7fbe6382cb8825a1114192a" args="" -->
259<a class="el" href="classchmat.html">chmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#2dd268f2d7fbe6382cb8825a1114192a">_Ry</a></td></tr>
260
261<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of fy.R <br></td></tr>
262<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fa172078091e45561343fa513dd573b0"></a><!-- doxytag: member="pmsmCRB::_mu" ref="fa172078091e45561343fa513dd573b0" args="" -->
263vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#fa172078091e45561343fa513dd573b0">_mu</a></td></tr>
264
265<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of est.mu <br></td></tr>
266<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="00c27b0bf324f0018497921ca23c71ed"></a><!-- doxytag: member="pmsmCRB::_P" ref="00c27b0bf324f0018497921ca23c71ed" args="" -->
267<a class="el" href="classchmat.html">chmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#00c27b0bf324f0018497921ca23c71ed">_P</a></td></tr>
268
269<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of est.R <br></td></tr>
270<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="pmsmCRB::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
271RV&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr>
272
273<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
274<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="pmsmCRB::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
275double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
276
277<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
278<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="pmsmCRB::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
279bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
280
281<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br></td></tr>
282<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr>
283<tr><td colspan="2">This extension is useful e.g. in Marginalized Particle Filter (<a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>). Alternatively, it can be used for automated connection to DS when the condition is observed <br><br></td></tr>
284<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="pmsmCRB::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " -->
285const RV &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#b5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr>
286
287<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
288<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="pmsmCRB::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" -->
289virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &amp;val)</td></tr>
290
291<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
292<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="pmsmCRB::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" -->
293RV&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#de95c590d650b2db423d53992f0906cb">rvc</a></td></tr>
294
295<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr>
296<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr>
297<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="224dd68a83c1472b43163763fa93c477"></a><!-- doxytag: member="pmsmCRB::set_options" ref="224dd68a83c1472b43163763fa93c477" args="(const string &amp;opt)" -->
298void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#224dd68a83c1472b43163763fa93c477">set_options</a> (const string &amp;opt)</td></tr>
299
300<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string. <br></td></tr>
301<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="pmsmCRB::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" -->
302ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr>
303
304<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">IDs of storages in loggers. <br></td></tr>
305<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5e0000d2c9df99b029eceff222f7d77"></a><!-- doxytag: member="pmsmCRB::opt_L_bounds" ref="a5e0000d2c9df99b029eceff222f7d77" args="" -->
306bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77">opt_L_bounds</a></td></tr>
307
308<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Option for logging bounds. <br></td></tr>
309</table>
310<hr><a name="_details"></a><h2>Detailed Description</h2>
311This class behaves like BM but it is evaluating EKF. <hr><h2>Member Function Documentation</h2>
312<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="pmsmCRB::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
313<div class="memitem">
314<div class="memproto">
315      <table class="memname">
316        <tr>
317          <td class="memname">virtual double bdm::BM::logpred           </td>
318          <td>(</td>
319          <td class="paramtype">const vec &amp;&nbsp;</td>
320          <td class="paramname"> <em>dt</em>          </td>
321          <td>&nbsp;)&nbsp;</td>
322          <td> const<code> [inline, virtual, inherited]</code></td>
323        </tr>
324      </table>
325</div>
326<div class="memdoc">
327
328<p>
329Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
330<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p>
331
332<p>Referenced by <a class="el" href="libBM_8h-source.html#l00662">bdm::BM::logpred_m()</a>.</p>
333
334</div>
335</div><p>
336<hr>The documentation for this class was generated from the following file:<ul>
337<li><a class="el" href="pmsmDS_8h-source.html">pmsmDS.h</a></ul>
338</div>
339<hr size="1"><address style="text-align: right;"><small>Generated on Thu Apr 23 21:06:44 2009 for mixpp by&nbsp;
340<a href="http://www.doxygen.org/index.html">
341<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
342</body>
343</html>
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